+190.4%
PDD vs A
+178.6%
+11.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -0.7% |
| 7D | -7.6% | +0.7% | -8.4% | -8.1% |
| 30D | -5.4% | +0.8% | -6.2% | -6.3% |
| 3M | -12.9% | +16.9% | -29.8% | -21.0% |
| 6M | -19.0% | +53.8% | -72.8% | -38.8% |
| YTD | -31.6% | +28.1% | -59.7% | -42.6% |
| 1Y | -43.0% | +15.0% | -58.0% | -49.0% |
| 3Y | -28.9% | +63.1% | -92.0% | -53.5% |
| 5Y | -18.4% | +11.5% | -29.8% | -30.6% |
| All | +190.4% | +178.6% | +11.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling